New evidence on market response to public announcements in the presence of microstructure noise (Q2076860)
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scientific article; zbMATH DE number 7478852
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| English | New evidence on market response to public announcements in the presence of microstructure noise |
scientific article; zbMATH DE number 7478852 |
Statements
New evidence on market response to public announcements in the presence of microstructure noise (English)
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22 February 2022
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risk analysis
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uncertainty modeling
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microstructure noise
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stochastic process
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0.7126592397689819
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0.6942585110664368
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0.6877956390380859
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0.6816756129264832
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